Hillenbrand Inc (HI)
26.26
+0.49
(+1.90%)
USD |
NYSE |
Mar 24, 16:00
26.02
-0.24
(-0.91%)
Pre-Market: 06:13
Hillenbrand Max Drawdown (5Y): 71.95% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Luxfer Holdings PLC | 65.70% |
| Symbotic Inc | -- |
| Acacia Research Corp | 81.62% |
| Chicago Rivet & Machine Co | 58.85% |
| Park-Ohio Holdings Corp | 78.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.15 |
| Beta (5Y) | 1.406 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.87% |
| Historical Sharpe Ratio (5Y) | 0.1309 |
| Historical Sortino (5Y) | 0.25 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.75% |